Bela Guttmann's curse struck again. Benfica put Sevilla under pressure for the majority of the 120 minutes but they could not score and as Oscar Cardozo and Rodrigo had their penalties saved in the shootout, Sevilla won their third Europa League final in eight seasons. For Benfica there was yet more gloom with a trophy in sight, as their run without European success stretched to 52 years.

The story has it that Guttmann, the great Hungarian coach, cursed the club in 1962 when, having led the club to a second successive European Cup, he was denied a bonus by the board. He resigned and, it is said, as he stormed out of his meeting with directors, vowed the club would not win another European title in 100 years. Benfica have played in eight finals since and lost them all.

On Wednesday night the sense was that, as chance after chance went begging, their players came to feel that they would never score, that the curse became real. "Sevilla started off better than Benfica," Jorge Jesus, the Benfica manager, said, "but, as the match progressed, Benfica improved, showed it was the better team, more of a team and in the second half showed its power, had a number of opportunities to score, wasn't able to and then in extra-time was the team that played more. But the team that believed in the penalties was Sevilla and Sevilla ended up winning.

"Today in the game the best team did not win. The Benfica players should be congratulated. There's nothing I can criticise."

Ezequiel Garay could not react quickly enough as Beto spilled a free-kick at his feet, Rodrigo had a shot saved by Beto after sashaying past Federico Fazio, Nicolás Gaitán poked a shot just wide, Lima had an effort tipped over by Beto, then Garay put two other chances over. Twice in the space of a few seconds early in the second half Nicolás Pareja blocked goal-bound shots, the first from Lima, the second from Rodrigo.

Pareja had a decisive game. It might not have been calm or controlled defending but again and again he and Fazio, the other centre-back, got in the way, putting their bodies on the line, making last-gasp challenges. In front of them Ivan Rakitic, the elegant playmaker and captain, was superb, passing calmly and intelligently.

Rakitic alluded to "a difficult season" but that is to understate it: given the turmoil at the club, their financial situation and the huge turnover of personnel, this was a remarkable achievement. "I think that the best team did win," said the Sevilla coach, Unai Emery. "I think the result was fair and we deserved to win this. We fought until the end. It's a very special evening for all our fans.

"This competition is a competition that our fans really like because we've won it before. We've worked really hard because we thought we had the responsibility to win, but of course to win sometimes you have to suffer, but we've have learnt to suffer and that's why we reached the final today. We suffered against Betis, against Porto and against Valencia. We know how to suffer and that's why we won."

For Benfica, the sense was the chances only made things worse: they were not a sign of being in control, but of the fact that their fate was out of their control. They had seen this before, notably against Chelsea last season when they had much the better of the final before succumbing to Branislav Ivanovic's last-minute winner. Everything Benfica did betrayed their anxiety. Pereira, advancing in the right and gliding into the box after a deft first touch, squared for Lima but he missed his kick, tripped by the demons of Benfica's drought rather than by Pareja as he steamed across to cover.

It was all too hurried, too frantic. Where in the first half they had tried to pass their way through and around Sevilla's holding midfield pair of Stephane Mbia and Daniel Carriço – on loan from QPR and Reading respectively, a bizarre dash of Championship blue and white in a European final – they went more and more direct. Chances were snatched at, opportunities wasted.

Then in extra-time Sevilla's Carlos Bacca, hitting the space behind Benfica as they committed men forward, broke. Emery, red elbow patches darting upwards in anticipation of glory, leapt from his bench, but the Colombian's shot flew just wide. And so it was left to penalties and Beto to uphold Guttmann's curse.